Add method parameter for volume (microsoft#734)

qianyun210603 · Dec 9, 2021 · e6a7ef1 · e6a7ef1
1 parent 5d30c4e
commit e6a7ef1
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/qlib/backtest/exchange.py b/qlib/backtest/exchange.py
@@ -401,9 +401,9 @@ def get_quote_info(self, stock_id, start_time, end_time, method="ts_data_last"):
     def get_close(self, stock_id, start_time, end_time, method="ts_data_last"):
         return self.quote.get_data(stock_id, start_time, end_time, field="$close", method=method)
 
-    def get_volume(self, stock_id, start_time, end_time):
+    def get_volume(self, stock_id, start_time, end_time, method="sum"):
         """get the total deal volume of stock with `stock_id` between the time interval [start_time, end_time)"""
-        return self.quote.get_data(stock_id, start_time, end_time, field="$volume", method="sum")
+        return self.quote.get_data(stock_id, start_time, end_time, field="$volume", method=method)
 
     def get_deal_price(self, stock_id, start_time, end_time, direction: OrderDir, method="ts_data_last"):
         if direction == OrderDir.SELL: